+13.6%
ITOT vs EXPD
+40.4%
-26.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +2.5% | +5.5% | -3.0% | +1.8% |
| 30D | -1.7% | -0.8% | -0.9% | -1.7% |
| 3M | -3.4% | +4.1% | -7.5% | -3.8% |
| 6M | +2.1% | +25.7% | -23.6% | -0.4% |
| YTD | +11.5% | +31.4% | -19.9% | +7.2% |
| 1Y | +13.6% | +42.2% | -28.6% | +7.1% |
| All | +13.6% | +40.4% | -26.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling